+191.5%
MAGS vs RJF
+103.1%
+88.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -0.8% |
| 7D | +0.5% | -0.6% | +1.1% | +0.8% |
| 30D | +1.5% | -1.3% | +2.7% | +1.9% |
| 3M | +0.5% | +18.9% | -18.4% | -6.3% |
| 6M | +11.6% | +15.0% | -3.5% | +5.1% |
| YTD | +5.3% | +12.2% | -6.9% | -0.4% |
| 1Y | +14.9% | +5.6% | +9.3% | +11.2% |
| 3Y | +128.9% | +74.9% | +54.0% | +88.0% |
| All | +191.5% | +103.1% | +88.4% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling